lbfgsb-adapter.hpp File Reference

#include <alpaqa/config/config.hpp>
#include <alpaqa/inner/inner-solve-options.hpp>
#include <alpaqa/inner/internal/panoc-stop-crit.hpp>
#include <alpaqa/inner/internal/solverstatus.hpp>
#include <alpaqa/lbfgsb-adapter-export.h>
#include <alpaqa/problem/type-erased-problem.hpp>
#include <alpaqa/util/atomic-stop-signal.hpp>
#include <chrono>
#include <iostream>

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Classes
struct	LBFGSBParams
struct	LBFGSBStats
class	LBFGSBSolver
	L-BFGS-B solver for ALM. More...
struct	InnerStatsAccumulator< lbfgsb::LBFGSBStats >

Namespaces
namespace	alpaqa
namespace	alpaqa::lbfgsb

Functions
InnerStatsAccumulator< lbfgsb::LBFGSBStats > &	operator+= (InnerStatsAccumulator< lbfgsb::LBFGSBStats > &acc, const lbfgsb::LBFGSBStats &s)

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Class Documentation

alpaqa::lbfgsb::LBFGSBParams

struct alpaqa::lbfgsb::LBFGSBParams

Collaboration diagram for LBFGSBParams:

Class Members
unsigned	memory = 10
unsigned	max_iter = 1000
nanoseconds	max_time = std::chrono::minutes(5)
PANOCStopCrit	stop_crit = PANOCStopCrit::ProjGradUnitNorm
int	print = -1
unsigned	print_interval = 0
int	print_precision = std::numeric_limits<real_t>::max_digits10 / 2

alpaqa::lbfgsb::LBFGSBStats

struct alpaqa::lbfgsb::LBFGSBStats

Collaboration diagram for LBFGSBStats:

Class Members
SolverStatus	status = SolverStatus::Busy
real_t	ε = inf<config_t>
nanoseconds	elapsed_time {}
unsigned	iterations = 0
real_t	final_ψ = 0
unsigned	lbfgs_rejected = 0

alpaqa::InnerStatsAccumulator< lbfgsb::LBFGSBStats >

struct alpaqa::InnerStatsAccumulator< lbfgsb::LBFGSBStats >

Collaboration diagram for InnerStatsAccumulator< lbfgsb::LBFGSBStats >:

Class Members
nanoseconds	elapsed_time {}	Total elapsed time in the inner solver.
unsigned	iterations = 0	Total number of inner PANOC iterations.
real_t	final_ψ = 0	Final value of the smooth cost \( \psi(\hat x) \).
unsigned	lbfgs_rejected = 0	Total number of times that the L-BFGS update was rejected (i.e. it could have resulted in a non-positive definite Hessian estimate).